Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47530.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46132.83 Kr¶

PnL: ---------------------------------------> -755.74 Kr¶

DD now: ---------------------------------> -2.26 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:16:21.063415'

Anic Portfolio¶

Today¶

Return: 0.008 %¶

This Week¶

Return: 0.008 %¶

Total¶

Return: 55.604 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.740000 766.400000 93.400000 13.880000 673.000000
Nordea Bank Abp 29 0.510000 3532.780000 78.780000 2.280000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.090000 391.700000 36.700000 10.340000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
AcadeMedia 12 0.620000 582.960000 25.960000 4.660000 557.000004
Swedbank A 3 0.050000 589.650000 25.650000 4.550000 564.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.880000 543.200000 16.200000 3.070000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -4.180000 587.940000 10.940000 1.900000 576.999999
Securitas B 6 -1.350000 580.080000 10.080000 1.770000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.080000 249.120000 3.120000 1.270000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.140000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 -1.560000 501.670000 -32.330000 -6.050000 533.999999
Essity B 2 1.160000 540.600000 -33.400000 -5.820000 574.000000
Vivesto 1368 2.370000 567.170000 -45.830000 -7.480000 612.999432
Sampo Oyj SDB 7 0.280000 3790.500000 -59.500000 -1.550000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.620000 2854.800000 -116.200000 -3.910000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.310000 3512.600000 -243.400000 -6.480000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46132.830000 -755.740000 -2.26001% 46888.564618

Updated:¶

'2023-01-30 10:16:34.256887'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶